-21.3%
NVTS vs MSI
+130.7%
-152.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +6.8% |
| 7D | +7.9% | +7.7% | +0.2% | +4.7% |
| 30D | +0.8% | +19.9% | -19.1% | -6.5% |
| 3M | -26.0% | +14.9% | -40.9% | -30.3% |
| 6M | -55.5% | +37.2% | -92.8% | -62.0% |
| YTD | +41.0% | +40.8% | +0.3% | +16.1% |
| 1Y | +10.4% | +38.1% | -27.7% | -8.2% |
| 3Y | +60.9% | +77.7% | -16.8% | -10.7% |
| 5Y | -42.8% | +129.0% | -171.8% | -77.2% |
| All | -21.3% | +130.7% | -152.1% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling